ECBOT 30 Year Treasury Bond Future June 2009
Trading Metrics calculated at close of trading on 16-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
115-30 |
116-24 |
0-26 |
0.7% |
115-02 |
High |
116-23 |
117-21 |
0-30 |
0.8% |
116-09 |
Low |
115-29 |
116-05 |
0-08 |
0.2% |
113-04 |
Close |
116-20 |
117-05 |
0-17 |
0.5% |
115-25 |
Range |
0-26 |
1-16 |
0-22 |
84.6% |
3-05 |
ATR |
1-21 |
1-21 |
0-00 |
-0.7% |
0-00 |
Volume |
4,075 |
3,671 |
-404 |
-9.9% |
46,289 |
|
Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-16 |
120-26 |
117-31 |
|
R3 |
120-00 |
119-10 |
117-18 |
|
R2 |
118-16 |
118-16 |
117-14 |
|
R1 |
117-26 |
117-26 |
117-09 |
118-05 |
PP |
117-00 |
117-00 |
117-00 |
117-05 |
S1 |
116-10 |
116-10 |
117-01 |
116-21 |
S2 |
115-16 |
115-16 |
116-28 |
|
S3 |
114-00 |
114-26 |
116-24 |
|
S4 |
112-16 |
113-10 |
116-11 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-17 |
123-10 |
117-17 |
|
R3 |
121-12 |
120-05 |
116-21 |
|
R2 |
118-07 |
118-07 |
116-12 |
|
R1 |
117-00 |
117-00 |
116-02 |
117-20 |
PP |
115-02 |
115-02 |
115-02 |
115-12 |
S1 |
113-27 |
113-27 |
115-16 |
114-14 |
S2 |
111-29 |
111-29 |
115-06 |
|
S3 |
108-24 |
110-22 |
114-29 |
|
S4 |
105-19 |
107-17 |
114-01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
117-21 |
113-04 |
4-17 |
3.9% |
1-17 |
1.3% |
89% |
True |
False |
6,404 |
10 |
117-28 |
113-04 |
4-24 |
4.1% |
1-15 |
1.3% |
85% |
False |
False |
14,559 |
20 |
123-10 |
113-04 |
10-06 |
8.7% |
1-23 |
1.5% |
40% |
False |
False |
157,497 |
40 |
127-19 |
113-04 |
14-15 |
12.3% |
1-19 |
1.4% |
28% |
False |
False |
164,305 |
60 |
130-30 |
113-04 |
17-26 |
15.2% |
1-20 |
1.4% |
23% |
False |
False |
158,124 |
80 |
132-18 |
113-04 |
19-14 |
16.6% |
1-27 |
1.6% |
21% |
False |
False |
172,943 |
100 |
132-18 |
113-04 |
19-14 |
16.6% |
1-29 |
1.6% |
21% |
False |
False |
140,047 |
120 |
140-12 |
113-04 |
27-08 |
23.3% |
1-30 |
1.7% |
15% |
False |
False |
116,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-01 |
2.618 |
121-19 |
1.618 |
120-03 |
1.000 |
119-05 |
0.618 |
118-19 |
HIGH |
117-21 |
0.618 |
117-03 |
0.500 |
116-29 |
0.382 |
116-23 |
LOW |
116-05 |
0.618 |
115-07 |
1.000 |
114-21 |
1.618 |
113-23 |
2.618 |
112-07 |
4.250 |
109-25 |
|
|
Fisher Pivots for day following 16-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
117-02 |
116-28 |
PP |
117-00 |
116-19 |
S1 |
116-29 |
116-10 |
|